Add simple HMC sampler for theta. Very effective, it appears.
Add simple HMC sampler for theta. Very effective, it appears.

There is room for refinement using, e.g., a good linear transformation based
upon the Hessian. However, this is a ridiculous improvement.

Based on Radford Neal's chapter (5) in "Handbook of Markov Chain Monte Carlo".

awblocker/cplate,awblocker/cplate